AIRR - First Trust RBA Amer Industrial Renaissance ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

638.1%

Best CAGR

Total Months

23.4%

Avg CAGR

AIRR Signal Pair Performance Heatmaps

CAGR by signal pairs and conditions for this ETF

Condition: pos-pos

Condition: pos-neg

Condition: neg-pos

Condition: neg-neg

Signal Pairs for AIRR

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	LWTI	pos-neg	1	0.7	638.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACDhist	pos-neg	1	0.7	638.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	MACD	pos-neg	3	2.1	232.1	100.0	5.0	0.0	0.0	25.8	0.0
pair	MACD	LWTI	pos-neg	3	2.1	232.1	100.0	5.0	0.0	0.0	25.8	0.0
pair	RSI	LWTI	pos-neg	3	2.1	80.9	66.7	1.6	0.0	0.0	40.5	0.0
pair	LWTI	RSI	pos-neg	3	2.1	80.9	66.7	1.6	0.0	0.0	40.5	0.0
pair	RSI	RSmean	neg-pos	5	3.4	67.1	80.0	1.7	0.0	7.5	32.7	-8.9
pair	RSmean	RSI	neg-pos	5	3.4	67.1	80.0	1.7	0.0	7.5	32.7	-8.9
pair	RSmean	MACD	neg-pos	6	4.1	64.9	83.3	1.9	0.0	7.3	29.3	-8.9
pair	MACD	RSmean	neg-pos	6	4.1	64.9	83.3	1.9	0.0	7.3	29.3	-8.9
pair	RSIhist	SLmean	pos-neg	17	11.7	63.3	76.5	2.1	6.0	5.8	25.1	-10.8
pair	SLmean	RSIhist	pos-neg	17	11.7	63.3	76.5	2.1	6.0	5.8	25.1	-10.8
pair	SLmean	RSmean	pos-neg	2	1.4	61.0	100.0	73.3	0.0	0.0	0.7	0.0
pair	RSmean	SLmean	pos-neg	2	1.4	61.0	100.0	73.3	0.0	0.0	0.7	0.0
pair	SLmean	LWTI	pos-neg	7	4.8	55.0	71.4	1.6	6.6	7.0	30.4	-7.9
pair	LWTI	SLmean	pos-neg	7	4.8	55.0	71.4	1.6	6.6	7.0	30.4	-7.9
pair	SLmean	RSI	pos-neg	6	4.1	45.9	83.3	1.9	0.0	5.8	21.2	-7.9
pair	RSI	SLmean	pos-neg	6	4.1	45.9	83.3	1.9	0.0	5.8	21.2	-7.9
pair	RSI	MACD	pos-neg	7	4.8	44.3	85.7	1.1	0.0	2.1	39.6	-21.5
pair	MACD	RSI	pos-neg	7	4.8	44.3	85.7	1.1	0.0	2.1	39.6	-21.5
pair	MACD	MRmean	neg-pos	19	13.1	41.6	73.7	1.2	1.7	1.9	34.8	-21.5
pair	MRmean	MACD	neg-pos	19	13.1	41.6	73.7	1.2	1.7	1.9	34.8	-21.5
pair	RSI	MRmean	neg-pos	12	8.3	40.1	66.7	1.2	2.7	2.3	33.5	-17.3
pair	MRmean	RSI	neg-pos	12	8.3	40.1	66.7	1.2	2.7	2.3	33.5	-17.3
pair	MACD	RSIhist	pos-neg	42	29.0	37.6	73.8	1.2	2.0	1.8	29.5	-21.5
pair	RSIhist	MACD	pos-neg	42	29.0	37.6	73.8	1.2	2.0	1.8	29.5	-21.5
pair	RSI	RSIhist	pos-neg	35	24.1	36.4	71.4	1.3	3.1	2.1	27.8	-17.3
pair	RSIhist	RSI	pos-neg	35	24.1	36.4	71.4	1.3	3.1	2.1	27.8	-17.3
pair	MACDhist	RSIhist	neg-neg	41	28.3	35.6	68.3	1.3	2.8	2.6	26.1	-13.8
pair	RSIhist	MACDhist	neg-neg	41	28.3	35.6	68.3	1.3	2.8	2.6	26.1	-13.8
pair	RSIhist	MRmean	pos-neg	24	16.6	34.2	75.0	1.3	3.5	1.7	24.5	-20.2
pair	MRmean	RSIhist	pos-neg	24	16.6	34.2	75.0	1.3	3.5	1.7	24.5	-20.2
pair	MRmean	MACDhist	neg-neg	41	28.3	33.8	65.9	1.3	2.8	2.0	25.8	-17.2
pair	MACDhist	MRmean	neg-neg	41	28.3	33.8	65.9	1.3	2.8	2.0	25.8	-17.2
pair	MACD	MACDhist	pos-neg	39	26.9	33.5	69.2	1.2	2.5	1.5	27.8	-22.8
pair	MACDhist	MACD	pos-neg	39	26.9	33.5	69.2	1.2	2.5	1.5	27.8	-22.8
pair	LWTI	RSIhist	pos-neg	10	6.9	33.3	60.0	1.1	4.6	2.2	30.7	-15.3
pair	RSIhist	LWTI	pos-neg	10	6.9	33.3	60.0	1.1	4.6	2.2	30.7	-15.3
pair	RSmean	RSIhist	pos-neg	45	31.0	32.6	73.3	1.2	1.8	1.5	27.8	-21.5
pair	RSIhist	RSmean	pos-neg	45	31.0	32.6	73.3	1.2	1.8	1.5	27.8	-21.5
pair	LWTI	RSIhist	neg-pos	55	37.9	31.6	70.9	1.1	1.8	1.5	27.4	-21.5
pair	RSIhist	LWTI	neg-pos	55	37.9	31.6	70.9	1.1	1.8	1.5	27.4	-21.5
pair	SLmean	MACDhist	neg-neg	39	26.9	30.4	64.1	1.1	2.6	1.8	27.9	-17.2
pair	MACDhist	SLmean	neg-neg	39	26.9	30.4	64.1	1.1	2.6	1.8	27.9	-17.2
single	RSIhist	RSIhist	neg-neg	59	40.7	29.4	69.5	1.1	1.8	1.4	27.3	-21.5
pair	MRmean	RSIhist	neg-neg	35	24.1	26.2	65.7	0.9	1.4	1.2	29.4	-21.5
pair	RSIhist	MRmean	neg-neg	35	24.1	26.2	65.7	0.9	1.4	1.2	29.4	-21.5
pair	MRmean	SLmean	neg-pos	5	3.4	26.1	60.0	1.0	2.8	3.3	26.4	-7.9
pair	SLmean	MRmean	neg-pos	5	3.4	26.1	60.0	1.0	2.8	3.3	26.4	-7.9
pair	MRmean	LWTI	pos-neg	5	3.4	26.0	60.0	0.8	3.8	5.3	35.0	-4.9
pair	LWTI	MRmean	pos-neg	5	3.4	26.0	60.0	0.8	3.8	5.3	35.0	-4.9
pair	RSI	MACDhist	neg-neg	34	23.4	25.0	64.7	1.1	2.7	1.4	22.4	-17.5
pair	MRmean	RSmean	neg-pos	28	19.3	25.0	64.3	0.9	1.4	1.2	30.6	-21.5
pair	RSmean	MRmean	neg-pos	28	19.3	25.0	64.3	0.9	1.4	1.2	30.6	-21.5
pair	MACDhist	RSI	neg-neg	34	23.4	25.0	64.7	1.1	2.7	1.4	22.4	-17.5
pair	SLmean	MACDhist	pos-pos	60	41.4	24.5	65.0	1.1	2.5	1.4	22.2	-17.2
pair	MACDhist	SLmean	pos-pos	60	41.4	24.5	65.0	1.1	2.5	1.4	22.2	-17.2
pair	SLmean	MACD	neg-pos	28	19.3	24.3	71.4	0.8	1.4	0.8	32.8	-28.5
pair	RSmean	RSI	pos-neg	21	14.5	24.3	66.7	0.9	1.2	1.1	29.3	-21.5
pair	RSI	RSmean	pos-neg	21	14.5	24.3	66.7	0.9	1.2	1.1	29.3	-21.5
pair	MACD	SLmean	neg-pos	28	19.3	24.3	71.4	0.8	1.4	0.8	32.8	-28.5
pair	RSmean	LWTI	pos-neg	14	9.7	23.6	57.1	0.9	3.8	1.2	29.4	-20.4
pair	LWTI	RSmean	pos-neg	14	9.7	23.6	57.1	0.9	3.8	1.2	29.4	-20.4
single	LWTI	LWTI	neg-neg	14	9.7	23.6	57.1	0.9	3.8	1.2	29.4	-20.4
pair	MRmean	LWTI	neg-pos	35	24.1	23.2	65.7	0.9	1.3	1.1	28.8	-21.5
pair	LWTI	MRmean	neg-pos	35	24.1	23.2	65.7	0.9	1.3	1.1	28.8	-21.5
single	MRmean	MRmean	neg-neg	44	30.3	23.0	63.6	0.9	1.4	1.1	28.4	-21.5
pair	LWTI	MACDhist	neg-pos	60	41.4	22.8	66.7	0.9	1.9	1.0	24.8	-22.8
pair	MACDhist	LWTI	neg-pos	60	41.4	22.8	66.7	0.9	1.9	1.0	24.8	-22.8
pair	MRmean	SLmean	neg-neg	39	26.9	22.6	64.1	0.8	1.3	1.1	28.9	-21.5
pair	SLmean	MRmean	neg-neg	39	26.9	22.6	64.1	0.8	1.3	1.1	28.9	-21.5
pair	LWTI	MRmean	neg-neg	9	6.2	22.3	55.6	0.8	3.2	1.6	28.2	-13.5
pair	MRmean	LWTI	neg-neg	9	6.2	22.3	55.6	0.8	3.2	1.6	28.2	-13.5
pair	MACDhist	RSmean	pos-neg	54	37.2	21.6	64.8	0.9	2.0	0.8	25.2	-25.5
pair	RSmean	MACDhist	pos-neg	54	37.2	21.6	64.8	0.9	2.0	0.8	25.2	-25.5
pair	RSI	SLmean	neg-pos	22	15.2	21.3	68.2	0.8	2.2	1.0	30.6	-21.4
pair	SLmean	RSI	neg-pos	22	15.2	21.3	68.2	0.8	2.2	1.0	30.6	-21.4
single	MACD	MACD	pos-pos	111	76.6	20.5	65.8	0.9	1.5	0.7	25.1	-31.1
single	MACDhist	MACDhist	neg-neg	73	50.3	19.9	64.4	0.9	1.9	0.9	24.8	-22.8
pair	RSIhist	RSI	neg-neg	24	16.6	19.8	66.7	0.8	1.0	0.9	27.1	-21.5
pair	RSI	RSIhist	neg-neg	24	16.6	19.8	66.7	0.8	1.0	0.9	27.1	-21.5
pair	MACDhist	MRmean	pos-pos	69	47.6	19.5	65.2	0.9	2.0	1.2	21.7	-16.6
pair	RSmean	MRmean	neg-neg	16	11.0	19.5	62.5	0.8	1.9	1.4	24.8	-13.9
pair	MRmean	RSmean	neg-neg	16	11.0	19.5	62.5	0.8	1.9	1.4	24.8	-13.9
pair	MRmean	MACDhist	pos-pos	69	47.6	19.5	65.2	0.9	2.0	1.2	21.7	-16.6
pair	RSIhist	RSmean	neg-neg	14	9.7	19.4	57.1	0.8	1.9	2.2	26.5	-8.9
pair	RSmean	RSIhist	neg-neg	14	9.7	19.4	57.1	0.8	1.9	2.2	26.5	-8.9
pair	SLmean	MACD	pos-pos	83	57.2	19.3	63.9	0.9	1.9	0.8	22.1	-22.8
pair	MACD	SLmean	pos-pos	83	57.2	19.3	63.9	0.9	1.9	0.8	22.1	-22.8
pair	MACD	RSI	pos-pos	104	71.7	19.1	64.4	0.8	1.7	0.5	24.1	-37.3
pair	RSI	MACD	pos-pos	104	71.7	19.1	64.4	0.8	1.7	0.5	24.1	-37.3
pair	RSI	MACDhist	pos-pos	71	49.0	19.0	64.8	0.9	2.0	0.9	21.8	-20.0
pair	MACDhist	RSI	pos-pos	71	49.0	19.0	64.8	0.9	2.0	0.9	21.8	-20.0
single	SLmean	SLmean	pos-pos	94	64.8	18.6	64.9	0.9	1.9	0.8	21.7	-22.8
pair	MACD	RSmean	pos-pos	105	72.4	18.4	64.8	0.8	1.4	0.5	24.9	-38.1
pair	RSmean	MACD	pos-pos	105	72.4	18.4	64.8	0.8	1.4	0.5	24.9	-38.1
pair	MRmean	SLmean	pos-pos	89	61.4	18.2	65.2	0.9	1.8	0.8	21.5	-24.3
pair	SLmean	MRmean	pos-pos	89	61.4	18.2	65.2	0.9	1.8	0.8	21.5	-24.3
pair	RSmean	SLmean	pos-pos	92	63.4	17.8	64.1	0.9	1.8	0.8	21.9	-23.8
pair	SLmean	RSmean	pos-pos	92	63.4	17.8	64.1	0.9	1.8	0.8	21.9	-23.8
single	RSI	RSI	pos-pos	110	75.9	17.8	64.5	0.8	1.7	0.5	23.6	-39.6
pair	SLmean	RSIhist	neg-neg	42	29.0	17.7	66.7	0.7	1.1	0.8	28.0	-21.5
pair	RSIhist	SLmean	neg-neg	42	29.0	17.7	66.7	0.7	1.1	0.8	28.0	-21.5
pair	MACD	LWTI	pos-pos	108	74.5	17.2	64.8	0.8	1.3	0.5	24.7	-35.6
pair	LWTI	MACD	pos-pos	108	74.5	17.2	64.8	0.8	1.3	0.5	24.7	-35.6
single	RSmean	RSmean	pos-pos	126	86.9	17.2	64.3	0.8	1.4	0.5	24.2	-38.1
pair	RSI	MRmean	neg-neg	32	22.1	17.1	62.5	0.7	1.0	0.8	26.6	-21.5
pair	MRmean	RSI	neg-neg	32	22.1	17.1	62.5	0.7	1.0	0.8	26.6	-21.5
pair	RSI	SLmean	pos-pos	88	60.7	17.0	63.6	0.8	1.7	0.6	21.7	-27.9
pair	SLmean	RSI	pos-pos	88	60.7	17.0	63.6	0.8	1.7	0.6	21.7	-27.9
pair	benchmark___benchmark_		benchmark-benchmark	145	100.0	17.0	64.1	0.8	1.4	0.6	24.1	-31.1
pair		benchmark___benchmark_	benchmark-benchmark	145	100.0	17.0	64.1	0.8	1.4	0.6	24.1	-31.1
pair	SLmean	LWTI	neg-pos	44	30.3	16.7	65.9	0.7	1.1	0.6	28.6	-28.5
pair	LWTI	SLmean	neg-pos	44	30.3	16.7	65.9	0.7	1.1	0.6	28.6	-28.5
pair	MRmean	MACD	pos-pos	92	63.4	16.6	64.1	0.8	1.6	0.6	22.7	-29.9
pair	MACD	MRmean	pos-pos	92	63.4	16.6	64.1	0.8	1.6	0.6	22.7	-29.9
pair	RSmean	LWTI	pos-pos	112	77.2	16.5	65.2	0.8	1.2	0.4	23.6	-44.1
pair	LWTI	RSmean	pos-pos	112	77.2	16.5	65.2	0.8	1.2	0.4	23.6	-44.1
pair	LWTI	RSI	pos-pos	107	73.8	16.4	64.5	0.8	1.5	0.4	23.2	-37.3
pair	RSI	LWTI	pos-pos	107	73.8	16.4	64.5	0.8	1.5	0.4	23.2	-37.3
single	LWTI	LWTI	pos-pos	131	90.3	16.3	64.9	0.8	1.3	0.5	23.6	-35.6
pair	RSIhist	MACDhist	pos-neg	18	12.4	16.3	72.2	0.7	0.8	0.7	30.4	-24.3
pair	MACDhist	RSIhist	pos-neg	18	12.4	16.3	72.2	0.7	0.8	0.7	30.4	-24.3
pair	LWTI	SLmean	pos-pos	87	60.0	16.1	64.4	0.8	1.6	0.7	20.9	-22.8
pair	SLmean	LWTI	pos-pos	87	60.0	16.1	64.4	0.8	1.6	0.7	20.9	-22.8
pair	RSI	RSmean	pos-pos	105	72.4	15.9	63.8	0.8	1.5	0.3	23.2	-45.6
pair	RSmean	RSI	pos-pos	105	72.4	15.9	63.8	0.8	1.5	0.3	23.2	-45.6
pair	RSmean	SLmean	neg-pos	34	23.4	15.7	64.7	0.6	1.1	0.6	30.1	-28.5
pair	RSI	MACDhist	pos-neg	39	26.9	15.7	64.1	0.7	1.4	0.4	27.0	-40.1
pair	LWTI	RSI	neg-pos	24	16.6	15.7	66.7	0.7	0.8	0.7	26.1	-21.5
pair	RSI	LWTI	neg-pos	24	16.6	15.7	66.7	0.7	0.8	0.7	26.1	-21.5
pair	MACDhist	RSI	pos-neg	39	26.9	15.7	64.1	0.7	1.4	0.4	27.0	-40.1
pair	SLmean	RSmean	neg-pos	34	23.4	15.7	64.7	0.6	1.1	0.6	30.1	-28.5
pair	MRmean	RSI	pos-pos	98	67.6	15.4	64.3	0.8	1.5	0.5	22.3	-33.3
pair	RSI	MRmean	pos-pos	98	67.6	15.4	64.3	0.8	1.5	0.5	22.3	-33.3
pair	RSmean	MACDhist	neg-neg	19	13.1	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	MACDhist	RSmean	neg-neg	19	13.1	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
single	RSmean	RSmean	neg-neg	19	13.1	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	LWTI	RSmean	neg-pos	19	13.1	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	RSmean	LWTI	neg-pos	19	13.1	15.2	63.2	0.7	1.5	1.1	24.4	-13.9
pair	RSmean	MRmean	pos-pos	98	67.6	15.1	64.3	0.7	1.5	0.4	22.2	-34.5
pair	MRmean	RSmean	pos-pos	98	67.6	15.1	64.3	0.7	1.5	0.4	22.2	-34.5
single	MRmean	MRmean	pos-pos	101	69.7	14.4	64.4	0.7	1.5	0.5	22.2	-31.9
single	RSI	RSI	neg-neg	35	24.1	14.3	62.9	0.7	0.9	0.7	26.1	-21.5
pair	RSmean	MACDhist	pos-pos	72	49.7	14.0	63.9	0.7	1.1	0.4	23.6	-34.5
pair	MACDhist	RSmean	pos-pos	72	49.7	14.0	63.9	0.7	1.1	0.4	23.6	-34.5
single	MACDhist	MACDhist	pos-pos	72	49.7	14.0	63.9	0.7	1.1	0.4	23.6	-34.5
single	SLmean	SLmean	neg-neg	51	35.2	14.0	62.7	0.6	1.1	0.5	28.4	-28.5
pair	MACD	MACDhist	pos-pos	72	49.7	14.0	63.9	0.7	1.1	0.4	23.6	-34.5
pair	MACDhist	MACD	pos-pos	72	49.7	14.0	63.9	0.7	1.1	0.4	23.6	-34.5
pair	MRmean	LWTI	pos-pos	96	66.2	13.9	64.6	0.7	1.4	0.5	21.6	-29.9
pair	LWTI	MRmean	pos-pos	96	66.2	13.9	64.6	0.7	1.4	0.5	21.6	-29.9
pair	SLmean	MACD	pos-neg	11	7.6	13.6	72.7	0.8	2.2	1.7	18.4	-7.9
pair	MACD	SLmean	pos-neg	11	7.6	13.6	72.7	0.8	2.2	1.7	18.4	-7.9
pair	RSIhist	MACDhist	pos-pos	54	37.2	13.3	61.1	0.7	1.4	0.6	21.1	-21.9
pair	MACDhist	RSIhist	pos-pos	54	37.2	13.3	61.1	0.7	1.4	0.6	21.1	-21.9
pair	MACD	LWTI	neg-pos	23	15.9	12.1	65.2	0.7	1.3	0.9	18.4	-13.9
pair	LWTI	MACD	neg-pos	23	15.9	12.1	65.2	0.7	1.3	0.9	18.4	-13.9
pair	RSmean	MACD	pos-neg	21	14.5	11.6	61.9	0.6	2.0	0.7	20.8	-16.2
pair	MACD	RSmean	pos-neg	21	14.5	11.6	61.9	0.6	2.0	0.7	20.8	-16.2
pair	RSIhist	MRmean	neg-pos	9	6.2	11.4	55.6	0.5	1.5	1.4	25.3	-8.0
pair	MRmean	RSIhist	neg-pos	9	6.2	11.4	55.6	0.5	1.5	1.4	25.3	-8.0
pair	RSI	LWTI	neg-neg	11	7.6	11.4	54.5	0.5	2.0	0.6	27.3	-20.4
pair	LWTI	RSI	neg-neg	11	7.6	11.4	54.5	0.5	2.0	0.6	27.3	-20.4
pair	RSIhist	MACD	pos-pos	69	47.6	11.2	60.9	0.6	1.1	0.3	21.9	-31.8
pair	MACD	RSIhist	pos-pos	69	47.6	11.2	60.9	0.6	1.1	0.3	21.9	-31.8
pair	MACDhist	LWTI	pos-pos	71	49.0	11.1	63.4	0.6	0.9	0.3	22.7	-34.5
pair	LWTI	MACDhist	pos-pos	71	49.0	11.1	63.4	0.6	0.9	0.3	22.7	-34.5
pair	RSIhist	MACD	neg-neg	17	11.7	11.0	58.8	0.6	1.3	0.9	20.9	-12.4
pair	MACD	RSIhist	neg-neg	17	11.7	11.0	58.8	0.6	1.3	0.9	20.9	-12.4
pair	SLmean	RSmean	neg-neg	17	11.7	10.7	58.8	0.5	1.2	0.8	25.6	-13.9
pair	RSmean	SLmean	neg-neg	17	11.7	10.7	58.8	0.5	1.2	0.8	25.6	-13.9
pair	RSIhist	SLmean	pos-pos	77	53.1	10.5	62.3	0.6	1.1	0.4	20.4	-28.2
pair	SLmean	RSIhist	pos-pos	77	53.1	10.5	62.3	0.6	1.1	0.4	20.4	-28.2
pair	MRmean	MACD	neg-neg	25	17.2	10.5	56.0	0.6	1.3	0.6	22.5	-17.2
pair	MACD	MRmean	neg-neg	25	17.2	10.5	56.0	0.6	1.3	0.6	22.5	-17.2
pair	RSI	RSIhist	pos-pos	75	51.7	10.1	61.3	0.6	1.1	0.3	21.3	-35.2
pair	RSIhist	RSI	pos-pos	75	51.7	10.1	61.3	0.6	1.1	0.3	21.3	-35.2
pair	RSmean	RSIhist	pos-pos	81	55.9	9.5	59.3	0.5	1.1	0.3	21.9	-34.4
pair	RSIhist	RSmean	pos-pos	81	55.9	9.5	59.3	0.5	1.1	0.3	21.9	-34.4
single	RSIhist	RSIhist	pos-pos	86	59.3	9.2	60.5	0.5	1.0	0.3	21.6	-31.8
pair	SLmean	MACDhist	pos-neg	34	23.4	8.9	64.7	0.5	1.0	0.4	20.7	-22.9
pair	MACDhist	SLmean	pos-neg	34	23.4	8.9	64.7	0.5	1.0	0.4	20.7	-22.9
pair	MRmean	RSIhist	pos-pos	77	53.1	8.9	61.0	0.5	1.0	0.2	21.3	-35.2
pair	RSIhist	MRmean	pos-pos	77	53.1	8.9	61.0	0.5	1.0	0.2	21.3	-35.2
pair	RSI	SLmean	neg-neg	29	20.0	8.7	58.6	0.5	0.6	0.4	27.1	-21.5
pair	SLmean	RSI	neg-neg	29	20.0	8.7	58.6	0.5	0.6	0.4	27.1	-21.5
pair	RSI	MACD	neg-neg	28	19.3	7.9	57.1	0.5	1.1	0.5	22.0	-17.5
pair	MACD	RSI	neg-neg	28	19.3	7.9	57.1	0.5	1.1	0.5	22.0	-17.5
pair	LWTI	MACDhist	neg-neg	13	9.0	7.7	53.8	0.4	1.6	0.4	25.7	-20.4
pair	MACDhist	LWTI	neg-neg	13	9.0	7.7	53.8	0.4	1.6	0.4	25.7	-20.4
pair	RSIhist	LWTI	pos-pos	76	52.4	6.3	60.5	0.4	0.7	0.2	20.2	-31.8
pair	LWTI	RSIhist	pos-pos	76	52.4	6.3	60.5	0.4	0.7	0.2	20.2	-31.8
pair	MACDhist	MACD	neg-neg	34	23.4	6.0	58.8	0.4	0.9	0.3	20.7	-21.2
pair	MACD	MACDhist	neg-neg	34	23.4	6.0	58.8	0.4	0.9	0.3	20.7	-21.2
single	MACD	MACD	neg-neg	34	23.4	6.0	58.8	0.4	0.9	0.3	20.7	-21.2
pair	RSmean	RSIhist	neg-pos	5	3.4	4.2	80.0	0.3	0.0	0.0	19.0	0.0
pair	RSIhist	RSmean	neg-pos	5	3.4	4.2	80.0	0.3	0.0	0.0	19.0	0.0
pair	MACDhist	MRmean	pos-neg	32	22.1	4.2	62.5	0.3	0.6	0.1	23.3	-38.2
pair	MRmean	MACDhist	pos-neg	32	22.1	4.2	62.5	0.3	0.6	0.1	23.3	-38.2
pair	RSIhist	RSI	neg-pos	11	7.6	3.2	54.5	0.2	0.8	0.2	24.6	-15.3
pair	RSI	RSIhist	neg-pos	11	7.6	3.2	54.5	0.2	0.8	0.2	24.6	-15.3
pair	MACD	SLmean	neg-neg	23	15.9	2.6	52.2	0.2	0.5	0.1	22.1	-17.2
pair	SLmean	MACD	neg-neg	23	15.9	2.6	52.2	0.2	0.5	0.1	22.1	-17.2
pair	MACDhist	RSIhist	neg-pos	32	22.1	2.5	59.4	0.2	0.5	0.1	22.6	-24.3
pair	RSIhist	MACDhist	neg-pos	32	22.1	2.5	59.4	0.2	0.5	0.1	22.6	-24.3
pair	LWTI	RSIhist	neg-neg	4	2.8	2.3	50.0	0.2	0.7	0.3	29.3	-8.0
pair	RSIhist	LWTI	neg-neg	4	2.8	2.3	50.0	0.2	0.7	0.3	29.3	-8.0
pair	RSIhist	MACD	neg-pos	17	11.7	1.2	58.8	0.2	0.4	0.1	21.0	-16.3
pair	MACD	RSIhist	neg-pos	17	11.7	1.2	58.8	0.2	0.4	0.1	21.0	-16.3
pair	RSmean	RSI	neg-neg	14	9.7	0.8	57.1	0.1	0.3	0.1	20.6	-13.9
pair	RSI	RSmean	neg-neg	14	9.7	0.8	57.1	0.1	0.3	0.1	20.6	-13.9
pair	SLmean	LWTI	neg-neg	7	4.8	-1.5	42.9	0.1	0.3	-0.1	29.1	-19.4
pair	LWTI	SLmean	neg-neg	7	4.8	-1.5	42.9	0.1	0.3	-0.1	29.1	-19.4
pair	RSIhist	SLmean	neg-pos	9	6.2	-2.0	44.4	0.1	0.3	-0.2	31.7	-11.6
pair	SLmean	RSIhist	neg-pos	9	6.2	-2.0	44.4	0.1	0.3	-0.2	31.7	-11.6
pair	RSI	MACD	neg-pos	6	4.1	-2.3	66.7	-0.1	-1.6	-0.5	14.0	-4.9
pair	MACD	RSI	neg-pos	6	4.1	-2.3	66.7	-0.1	-1.6	-0.5	14.0	-4.9
pair	MACD	RSmean	neg-neg	13	9.0	-2.4	53.8	-0.0	-0.0	-0.2	21.1	-13.9
pair	RSmean	MACD	neg-neg	13	9.0	-2.4	53.8	-0.0	-0.0	-0.2	21.1	-13.9
pair	MRmean	RSmean	pos-neg	3	2.1	-5.5	66.7	-0.1	0.0	-0.6	25.9	-8.9
pair	RSmean	MRmean	pos-neg	3	2.1	-5.5	66.7	-0.1	0.0	-0.6	25.9	-8.9
pair	MACD	MRmean	pos-neg	9	6.2	-5.5	66.7	-0.3	-0.7	-0.7	15.3	-7.9
pair	MRmean	MACD	pos-neg	9	6.2	-5.5	66.7	-0.3	-0.7	-0.7	15.3	-7.9
pair	LWTI	MACD	neg-neg	11	7.6	-5.6	45.5	-0.1	-0.4	-0.3	25.6	-20.4
pair	MACD	LWTI	neg-neg	11	7.6	-5.6	45.5	-0.1	-0.4	-0.3	25.6	-20.4
pair	SLmean	MRmean	pos-neg	12	8.3	-10.0	58.3	-0.3	-0.9	-0.4	26.5	-28.2
pair	MRmean	SLmean	pos-neg	12	8.3	-10.0	58.3	-0.3	-0.9	-0.4	26.5	-28.2
pair	RSI	MRmean	pos-neg	3	2.1	-11.7	66.7	-0.5	0.0	0.0	21.1	0.0
pair	MRmean	RSI	pos-neg	3	2.1	-11.7	66.7	-0.5	0.0	0.0	21.1	0.0
pair	MACDhist	SLmean	neg-pos	12	8.3	-26.4	58.3	-1.0	-1.1	-0.8	27.2	-31.6
pair	SLmean	MACDhist	neg-pos	12	8.3	-26.4	58.3	-1.0	-1.1	-0.8	27.2	-31.6
pair	MACDhist	MRmean	neg-pos	3	2.1	-61.1	33.3	-1.6	-2.2	-9.8	49.7	-6.2
pair	MRmean	MACDhist	neg-pos	3	2.1	-61.1	33.3	-1.6	-2.2	-9.8	49.7	-6.2
pair	RSI	MACDhist	neg-pos	1	0.7	-94.5	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	1	0.7	-94.5	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for AIRR

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 18.2% \| Win 65% Sharpe 0.89 \| Sortino 1.80 \| Calmar 0.8 Vol 22% \| MDD -24.3% Months 89M (61%)	CAGR -10.0% \| Win 58% Sharpe -0.28 \| Sortino -0.88 \| Calmar -0.4 Vol 26% \| MDD -28.2% Months 12M (8%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 26.1% \| Win 60% Sharpe 0.99 \| Sortino 2.81 \| Calmar 3.3 Vol 26% \| MDD -7.9% Months 5M (3%)	CAGR 22.6% \| Win 64% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.1 Vol 29% \| MDD -21.5% Months 39M (27%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
SLmean only	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 15.1% \| Win 64% Sharpe 0.74 \| Sortino 1.54 \| Calmar 0.4 Vol 22% \| MDD -34.5% Months 98M (68%)	CAGR -5.5% \| Win 67% Sharpe -0.13 \| Sortino 0.00 \| Calmar -0.6 Vol 26% \| MDD -8.9% Months 3M (2%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 25.0% \| Win 64% Sharpe 0.89 \| Sortino 1.39 \| Calmar 1.2 Vol 31% \| MDD -21.5% Months 28M (19%)	CAGR 19.5% \| Win 62% Sharpe 0.84 \| Sortino 1.89 \| Calmar 1.4 Vol 25% \| MDD -13.9% Months 16M (11%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
RSmean only	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 64% Sharpe 0.79 \| Sortino 1.60 \| Calmar 0.6 Vol 23% \| MDD -29.9% Months 92M (63%)	CAGR -5.5% \| Win 67% Sharpe -0.30 \| Sortino -0.71 \| Calmar -0.7 Vol 15% \| MDD -7.9% Months 9M (6%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 41.6% \| Win 74% Sharpe 1.19 \| Sortino 1.69 \| Calmar 1.9 Vol 35% \| MDD -21.5% Months 19M (13%)	CAGR 10.5% \| Win 56% Sharpe 0.55 \| Sortino 1.32 \| Calmar 0.6 Vol 22% \| MDD -17.2% Months 25M (17%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
MACD only	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 15.4% \| Win 64% Sharpe 0.75 \| Sortino 1.54 \| Calmar 0.5 Vol 22% \| MDD -33.3% Months 98M (68%)	CAGR -11.7% \| Win 67% Sharpe -0.51 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 3M (2%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 40.1% \| Win 67% Sharpe 1.17 \| Sortino 2.71 \| Calmar 2.3 Vol 34% \| MDD -17.3% Months 12M (8%)	CAGR 17.1% \| Win 62% Sharpe 0.73 \| Sortino 1.03 \| Calmar 0.8 Vol 27% \| MDD -21.5% Months 32M (22%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
RSI only	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.5% \| Win 65% Sharpe 0.93 \| Sortino 2.00 \| Calmar 1.2 Vol 22% \| MDD -16.6% Months 69M (48%)	CAGR 4.2% \| Win 62% Sharpe 0.29 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -38.2% Months 32M (22%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR -61.1% \| Win 33% Sharpe -1.65 \| Sortino -2.19 \| Calmar -9.8 Vol 50% \| MDD -6.2% Months 3M (2%)	CAGR 33.8% \| Win 66% Sharpe 1.27 \| Sortino 2.81 \| Calmar 2.0 Vol 26% \| MDD -17.2% Months 41M (28%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
MACDhist only	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 61% Sharpe 0.50 \| Sortino 0.99 \| Calmar 0.3 Vol 21% \| MDD -35.2% Months 77M (53%)	CAGR 34.2% \| Win 75% Sharpe 1.33 \| Sortino 3.46 \| Calmar 1.7 Vol 24% \| MDD -20.2% Months 24M (17%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 11.4% \| Win 56% Sharpe 0.54 \| Sortino 1.48 \| Calmar 1.4 Vol 25% \| MDD -8.0% Months 9M (6%)	CAGR 26.2% \| Win 66% Sharpe 0.94 \| Sortino 1.45 \| Calmar 1.2 Vol 29% \| MDD -21.5% Months 35M (24%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
RSIhist only	CAGR 9.2% \| Win 60% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 86M (59%)	CAGR 29.4% \| Win 70% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.4 Vol 27% \| MDD -21.5% Months 59M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 13.9% \| Win 65% Sharpe 0.71 \| Sortino 1.39 \| Calmar 0.5 Vol 22% \| MDD -29.9% Months 96M (66%)	CAGR 26.0% \| Win 60% Sharpe 0.80 \| Sortino 3.81 \| Calmar 5.3 Vol 35% \| MDD -4.9% Months 5M (3%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 23.2% \| Win 66% Sharpe 0.87 \| Sortino 1.26 \| Calmar 1.1 Vol 29% \| MDD -21.5% Months 35M (24%)	CAGR 22.3% \| Win 56% Sharpe 0.84 \| Sortino 3.22 \| Calmar 1.6 Vol 28% \| MDD -13.5% Months 9M (6%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
LWTI only	CAGR 16.3% \| Win 65% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.5 Vol 24% \| MDD -35.6% Months 131M (90%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 17.8% \| Win 64% Sharpe 0.86 \| Sortino 1.80 \| Calmar 0.8 Vol 22% \| MDD -23.8% Months 92M (63%)	CAGR 61.0% \| Win 100% Sharpe 73.27 \| Sortino 0.00 \| Calmar 0.0 Vol 1% \| MDD 0.0% Months 2M (1%)	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)
SLmean neg	CAGR 15.7% \| Win 65% Sharpe 0.64 \| Sortino 1.07 \| Calmar 0.5 Vol 30% \| MDD -28.5% Months 34M (23%)	CAGR 10.7% \| Win 59% Sharpe 0.52 \| Sortino 1.19 \| Calmar 0.8 Vol 26% \| MDD -13.9% Months 17M (12%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)
RSmean only	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 19.3% \| Win 64% Sharpe 0.91 \| Sortino 1.87 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 83M (57%)	CAGR 13.6% \| Win 73% Sharpe 0.78 \| Sortino 2.25 \| Calmar 1.7 Vol 18% \| MDD -7.9% Months 11M (8%)	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)
SLmean neg	CAGR 24.3% \| Win 71% Sharpe 0.83 \| Sortino 1.43 \| Calmar 0.9 Vol 33% \| MDD -28.5% Months 28M (19%)	CAGR 2.6% \| Win 52% Sharpe 0.22 \| Sortino 0.52 \| Calmar 0.1 Vol 22% \| MDD -17.2% Months 23M (16%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)
MACD only	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 17.0% \| Win 64% Sharpe 0.83 \| Sortino 1.73 \| Calmar 0.6 Vol 22% \| MDD -27.9% Months 88M (61%)	CAGR 45.9% \| Win 83% Sharpe 1.90 \| Sortino 0.00 \| Calmar 5.8 Vol 21% \| MDD -7.9% Months 6M (4%)	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)
SLmean neg	CAGR 21.3% \| Win 68% Sharpe 0.78 \| Sortino 2.18 \| Calmar 1.0 Vol 31% \| MDD -21.4% Months 22M (15%)	CAGR 8.7% \| Win 59% Sharpe 0.45 \| Sortino 0.64 \| Calmar 0.4 Vol 27% \| MDD -21.5% Months 29M (20%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)
RSI only	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 24.5% \| Win 65% Sharpe 1.10 \| Sortino 2.46 \| Calmar 1.4 Vol 22% \| MDD -17.2% Months 60M (41%)	CAGR 8.9% \| Win 65% Sharpe 0.52 \| Sortino 1.00 \| Calmar 0.4 Vol 21% \| MDD -22.9% Months 34M (23%)	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)
SLmean neg	CAGR -26.4% \| Win 58% Sharpe -0.97 \| Sortino -1.10 \| Calmar -0.8 Vol 27% \| MDD -31.6% Months 12M (8%)	CAGR 30.4% \| Win 64% Sharpe 1.09 \| Sortino 2.57 \| Calmar 1.8 Vol 28% \| MDD -17.2% Months 39M (27%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)
MACDhist only	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.5% \| Win 62% Sharpe 0.59 \| Sortino 1.13 \| Calmar 0.4 Vol 20% \| MDD -28.2% Months 77M (53%)	CAGR 63.3% \| Win 76% Sharpe 2.11 \| Sortino 5.95 \| Calmar 5.8 Vol 25% \| MDD -10.8% Months 17M (12%)	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)
SLmean neg	CAGR -2.0% \| Win 44% Sharpe 0.07 \| Sortino 0.28 \| Calmar -0.2 Vol 32% \| MDD -11.6% Months 9M (6%)	CAGR 17.7% \| Win 67% Sharpe 0.73 \| Sortino 1.14 \| Calmar 0.8 Vol 28% \| MDD -21.5% Months 42M (29%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)
RSIhist only	CAGR 9.2% \| Win 60% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 86M (59%)	CAGR 29.4% \| Win 70% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.4 Vol 27% \| MDD -21.5% Months 59M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 16.1% \| Win 64% Sharpe 0.82 \| Sortino 1.62 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 87M (60%)	CAGR 55.0% \| Win 71% Sharpe 1.59 \| Sortino 6.60 \| Calmar 7.0 Vol 30% \| MDD -7.9% Months 7M (5%)	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)
SLmean neg	CAGR 16.7% \| Win 66% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.6 Vol 29% \| MDD -28.5% Months 44M (30%)	CAGR -1.5% \| Win 43% Sharpe 0.07 \| Sortino 0.28 \| Calmar -0.1 Vol 29% \| MDD -19.4% Months 7M (5%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)
LWTI only	CAGR 16.3% \| Win 65% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.5 Vol 24% \| MDD -35.6% Months 131M (90%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 18.4% \| Win 65% Sharpe 0.81 \| Sortino 1.35 \| Calmar 0.5 Vol 25% \| MDD -38.1% Months 105M (72%)	CAGR 11.6% \| Win 62% Sharpe 0.63 \| Sortino 2.03 \| Calmar 0.7 Vol 21% \| MDD -16.2% Months 21M (14%)	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)
RSmean neg	CAGR 64.9% \| Win 83% Sharpe 1.86 \| Sortino 0.00 \| Calmar 7.3 Vol 29% \| MDD -8.9% Months 6M (4%)	CAGR -2.4% \| Win 54% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.2 Vol 21% \| MDD -13.9% Months 13M (9%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
MACD only	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 15.9% \| Win 64% Sharpe 0.75 \| Sortino 1.52 \| Calmar 0.3 Vol 23% \| MDD -45.6% Months 105M (72%)	CAGR 24.3% \| Win 67% Sharpe 0.90 \| Sortino 1.19 \| Calmar 1.1 Vol 29% \| MDD -21.5% Months 21M (14%)	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)
RSmean neg	CAGR 67.1% \| Win 80% Sharpe 1.73 \| Sortino 0.00 \| Calmar 7.5 Vol 33% \| MDD -8.9% Months 5M (3%)	CAGR 0.8% \| Win 57% Sharpe 0.14 \| Sortino 0.26 \| Calmar 0.1 Vol 21% \| MDD -13.9% Months 14M (10%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
RSI only	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 21.6% \| Win 65% Sharpe 0.91 \| Sortino 1.99 \| Calmar 0.8 Vol 25% \| MDD -25.5% Months 54M (37%)	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)
RSmean neg	-	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
MACDhist only	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 59% Sharpe 0.52 \| Sortino 1.06 \| Calmar 0.3 Vol 22% \| MDD -34.4% Months 81M (56%)	CAGR 32.6% \| Win 73% Sharpe 1.17 \| Sortino 1.83 \| Calmar 1.5 Vol 28% \| MDD -21.5% Months 45M (31%)	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)
RSmean neg	CAGR 4.2% \| Win 80% Sharpe 0.29 \| Sortino 0.00 \| Calmar 0.0 Vol 19% \| MDD 0.0% Months 5M (3%)	CAGR 19.4% \| Win 57% Sharpe 0.79 \| Sortino 1.92 \| Calmar 2.2 Vol 26% \| MDD -8.9% Months 14M (10%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
RSIhist only	CAGR 9.2% \| Win 60% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 86M (59%)	CAGR 29.4% \| Win 70% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.4 Vol 27% \| MDD -21.5% Months 59M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 16.5% \| Win 65% Sharpe 0.77 \| Sortino 1.24 \| Calmar 0.4 Vol 24% \| MDD -44.1% Months 112M (77%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)
RSmean neg	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)	-	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)
LWTI only	CAGR 16.3% \| Win 65% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.5 Vol 24% \| MDD -35.6% Months 131M (90%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 19.1% \| Win 64% Sharpe 0.85 \| Sortino 1.73 \| Calmar 0.5 Vol 24% \| MDD -37.3% Months 104M (72%)	CAGR 44.3% \| Win 86% Sharpe 1.13 \| Sortino 0.00 \| Calmar 2.1 Vol 40% \| MDD -21.5% Months 7M (5%)	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)
MACD neg	CAGR -2.3% \| Win 67% Sharpe -0.10 \| Sortino -1.59 \| Calmar -0.5 Vol 14% \| MDD -4.9% Months 6M (4%)	CAGR 7.9% \| Win 57% Sharpe 0.45 \| Sortino 1.08 \| Calmar 0.5 Vol 22% \| MDD -17.5% Months 28M (19%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)
RSI only	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 33.5% \| Win 69% Sharpe 1.19 \| Sortino 2.45 \| Calmar 1.5 Vol 28% \| MDD -22.8% Months 39M (27%)	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)
MACD neg	-	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)
MACDhist only	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 11.2% \| Win 61% Sharpe 0.59 \| Sortino 1.15 \| Calmar 0.4 Vol 22% \| MDD -31.8% Months 69M (48%)	CAGR 37.6% \| Win 74% Sharpe 1.24 \| Sortino 2.02 \| Calmar 1.8 Vol 30% \| MDD -21.5% Months 42M (29%)	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)
MACD neg	CAGR 1.2% \| Win 59% Sharpe 0.16 \| Sortino 0.44 \| Calmar 0.1 Vol 21% \| MDD -16.3% Months 17M (12%)	CAGR 11.0% \| Win 59% Sharpe 0.60 \| Sortino 1.34 \| Calmar 0.9 Vol 21% \| MDD -12.4% Months 17M (12%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)
RSIhist only	CAGR 9.2% \| Win 60% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 86M (59%)	CAGR 29.4% \| Win 70% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.4 Vol 27% \| MDD -21.5% Months 59M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 17.2% \| Win 65% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.5 Vol 25% \| MDD -35.6% Months 108M (74%)	CAGR 232.1% \| Win 100% Sharpe 4.97 \| Sortino 0.00 \| Calmar 0.0 Vol 26% \| MDD 0.0% Months 3M (2%)	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)
MACD neg	CAGR 12.1% \| Win 65% Sharpe 0.71 \| Sortino 1.30 \| Calmar 0.9 Vol 18% \| MDD -13.9% Months 23M (16%)	CAGR -5.6% \| Win 46% Sharpe -0.11 \| Sortino -0.43 \| Calmar -0.3 Vol 26% \| MDD -20.4% Months 11M (8%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)
LWTI only	CAGR 16.3% \| Win 65% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.5 Vol 24% \| MDD -35.6% Months 131M (90%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 19.0% \| Win 65% Sharpe 0.91 \| Sortino 1.98 \| Calmar 0.9 Vol 22% \| MDD -20.0% Months 71M (49%)	CAGR 15.7% \| Win 64% Sharpe 0.67 \| Sortino 1.43 \| Calmar 0.4 Vol 27% \| MDD -40.1% Months 39M (27%)	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)
RSI neg	CAGR -94.5% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 25.0% \| Win 65% Sharpe 1.11 \| Sortino 2.70 \| Calmar 1.4 Vol 22% \| MDD -17.5% Months 34M (23%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)
MACDhist only	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.1% \| Win 61% Sharpe 0.55 \| Sortino 1.09 \| Calmar 0.3 Vol 21% \| MDD -35.2% Months 75M (52%)	CAGR 36.4% \| Win 71% Sharpe 1.26 \| Sortino 3.15 \| Calmar 2.1 Vol 28% \| MDD -17.3% Months 35M (24%)	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)
RSI neg	CAGR 3.2% \| Win 55% Sharpe 0.24 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -15.3% Months 11M (8%)	CAGR 19.8% \| Win 67% Sharpe 0.81 \| Sortino 1.00 \| Calmar 0.9 Vol 27% \| MDD -21.5% Months 24M (17%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)
RSIhist only	CAGR 9.2% \| Win 60% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 86M (59%)	CAGR 29.4% \| Win 70% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.4 Vol 27% \| MDD -21.5% Months 59M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 16.4% \| Win 64% Sharpe 0.77 \| Sortino 1.54 \| Calmar 0.4 Vol 23% \| MDD -37.3% Months 107M (74%)	CAGR 80.9% \| Win 67% Sharpe 1.63 \| Sortino 0.00 \| Calmar 0.0 Vol 40% \| MDD 0.0% Months 3M (2%)	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)
RSI neg	CAGR 15.7% \| Win 67% Sharpe 0.69 \| Sortino 0.77 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 24M (17%)	CAGR 11.4% \| Win 55% Sharpe 0.52 \| Sortino 2.05 \| Calmar 0.6 Vol 27% \| MDD -20.4% Months 11M (8%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)
LWTI only	CAGR 16.3% \| Win 65% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.5 Vol 24% \| MDD -35.6% Months 131M (90%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.3% \| Win 61% Sharpe 0.69 \| Sortino 1.44 \| Calmar 0.6 Vol 21% \| MDD -21.9% Months 54M (37%)	CAGR 16.3% \| Win 72% Sharpe 0.65 \| Sortino 0.81 \| Calmar 0.7 Vol 30% \| MDD -24.3% Months 18M (12%)	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)
MACDhist neg	CAGR 2.5% \| Win 59% Sharpe 0.22 \| Sortino 0.46 \| Calmar 0.1 Vol 23% \| MDD -24.3% Months 32M (22%)	CAGR 35.6% \| Win 68% Sharpe 1.31 \| Sortino 2.82 \| Calmar 2.6 Vol 26% \| MDD -13.8% Months 41M (28%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)
RSIhist only	CAGR 9.2% \| Win 60% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 86M (59%)	CAGR 29.4% \| Win 70% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.4 Vol 27% \| MDD -21.5% Months 59M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 11.1% \| Win 63% Sharpe 0.58 \| Sortino 0.87 \| Calmar 0.3 Vol 23% \| MDD -34.5% Months 71M (49%)	CAGR 638.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (1%)	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)
MACDhist neg	CAGR 22.8% \| Win 67% Sharpe 0.95 \| Sortino 1.90 \| Calmar 1.0 Vol 25% \| MDD -22.8% Months 60M (41%)	CAGR 7.7% \| Win 54% Sharpe 0.41 \| Sortino 1.59 \| Calmar 0.4 Vol 26% \| MDD -20.4% Months 13M (9%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)
LWTI only	CAGR 16.3% \| Win 65% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.5 Vol 24% \| MDD -35.6% Months 131M (90%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 6.3% \| Win 60% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 20% \| MDD -31.8% Months 76M (52%)	CAGR 33.3% \| Win 60% Sharpe 1.08 \| Sortino 4.63 \| Calmar 2.2 Vol 31% \| MDD -15.3% Months 10M (7%)	CAGR 9.2% \| Win 60% Sharpe 0.51 \| Sortino 1.02 \| Calmar 0.3 Vol 22% \| MDD -31.8% Months 86M (59%)
RSIhist neg	CAGR 31.6% \| Win 71% Sharpe 1.15 \| Sortino 1.84 \| Calmar 1.5 Vol 27% \| MDD -21.5% Months 55M (38%)	CAGR 2.3% \| Win 50% Sharpe 0.19 \| Sortino 0.69 \| Calmar 0.3 Vol 29% \| MDD -8.0% Months 4M (3%)	CAGR 29.4% \| Win 70% Sharpe 1.09 \| Sortino 1.83 \| Calmar 1.4 Vol 27% \| MDD -21.5% Months 59M (41%)
LWTI only	CAGR 16.3% \| Win 65% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.5 Vol 24% \| MDD -35.6% Months 131M (90%)	CAGR 23.6% \| Win 57% Sharpe 0.86 \| Sortino 3.83 \| Calmar 1.2 Vol 29% \| MDD -20.4% Months 14M (10%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 18.2% \| Win 65% Sharpe 0.89 \| Sortino 1.80 \| Calmar 0.8 Vol 22% \| MDD -24.3% Months 89M (61%)	CAGR -10.0% \| Win 58% Sharpe -0.28 \| Sortino -0.88 \| Calmar -0.4 Vol 26% \| MDD -28.2% Months 12M (8%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 26.1% \| Win 60% Sharpe 0.99 \| Sortino 2.81 \| Calmar 3.3 Vol 26% \| MDD -7.9% Months 5M (3%)	CAGR 22.6% \| Win 64% Sharpe 0.85 \| Sortino 1.34 \| Calmar 1.1 Vol 29% \| MDD -21.5% Months 39M (27%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
SLmean only	CAGR 18.6% \| Win 65% Sharpe 0.90 \| Sortino 1.86 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 94M (65%)	CAGR 14.0% \| Win 63% Sharpe 0.60 \| Sortino 1.07 \| Calmar 0.5 Vol 28% \| MDD -28.5% Months 51M (35%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 15.1% \| Win 64% Sharpe 0.74 \| Sortino 1.54 \| Calmar 0.4 Vol 22% \| MDD -34.5% Months 98M (68%)	CAGR -5.5% \| Win 67% Sharpe -0.13 \| Sortino 0.00 \| Calmar -0.6 Vol 26% \| MDD -8.9% Months 3M (2%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 25.0% \| Win 64% Sharpe 0.89 \| Sortino 1.39 \| Calmar 1.2 Vol 31% \| MDD -21.5% Months 28M (19%)	CAGR 19.5% \| Win 62% Sharpe 0.84 \| Sortino 1.89 \| Calmar 1.4 Vol 25% \| MDD -13.9% Months 16M (11%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
RSmean only	CAGR 17.2% \| Win 64% Sharpe 0.78 \| Sortino 1.37 \| Calmar 0.5 Vol 24% \| MDD -38.1% Months 126M (87%)	CAGR 15.2% \| Win 63% Sharpe 0.70 \| Sortino 1.52 \| Calmar 1.1 Vol 24% \| MDD -13.9% Months 19M (13%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 16.6% \| Win 64% Sharpe 0.79 \| Sortino 1.60 \| Calmar 0.6 Vol 23% \| MDD -29.9% Months 92M (63%)	CAGR -5.5% \| Win 67% Sharpe -0.30 \| Sortino -0.71 \| Calmar -0.7 Vol 15% \| MDD -7.9% Months 9M (6%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 41.6% \| Win 74% Sharpe 1.19 \| Sortino 1.69 \| Calmar 1.9 Vol 35% \| MDD -21.5% Months 19M (13%)	CAGR 10.5% \| Win 56% Sharpe 0.55 \| Sortino 1.32 \| Calmar 0.6 Vol 22% \| MDD -17.2% Months 25M (17%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
MACD only	CAGR 20.5% \| Win 66% Sharpe 0.87 \| Sortino 1.49 \| Calmar 0.7 Vol 25% \| MDD -31.1% Months 111M (77%)	CAGR 6.0% \| Win 59% Sharpe 0.38 \| Sortino 0.93 \| Calmar 0.3 Vol 21% \| MDD -21.2% Months 34M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 15.4% \| Win 64% Sharpe 0.75 \| Sortino 1.54 \| Calmar 0.5 Vol 22% \| MDD -33.3% Months 98M (68%)	CAGR -11.7% \| Win 67% Sharpe -0.51 \| Sortino 0.00 \| Calmar 0.0 Vol 21% \| MDD 0.0% Months 3M (2%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR 40.1% \| Win 67% Sharpe 1.17 \| Sortino 2.71 \| Calmar 2.3 Vol 34% \| MDD -17.3% Months 12M (8%)	CAGR 17.1% \| Win 62% Sharpe 0.73 \| Sortino 1.03 \| Calmar 0.8 Vol 27% \| MDD -21.5% Months 32M (22%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
RSI only	CAGR 17.8% \| Win 64% Sharpe 0.81 \| Sortino 1.67 \| Calmar 0.5 Vol 24% \| MDD -39.6% Months 110M (76%)	CAGR 14.3% \| Win 63% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.7 Vol 26% \| MDD -21.5% Months 35M (24%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 19.5% \| Win 65% Sharpe 0.93 \| Sortino 2.00 \| Calmar 1.2 Vol 22% \| MDD -16.6% Months 69M (48%)	CAGR 4.2% \| Win 62% Sharpe 0.29 \| Sortino 0.60 \| Calmar 0.1 Vol 23% \| MDD -38.2% Months 32M (22%)	CAGR 14.4% \| Win 64% Sharpe 0.72 \| Sortino 1.47 \| Calmar 0.5 Vol 22% \| MDD -31.9% Months 101M (70%)
MRmean neg	CAGR -61.1% \| Win 33% Sharpe -1.65 \| Sortino -2.19 \| Calmar -9.8 Vol 50% \| MDD -6.2% Months 3M (2%)	CAGR 33.8% \| Win 66% Sharpe 1.27 \| Sortino 2.81 \| Calmar 2.0 Vol 26% \| MDD -17.2% Months 41M (28%)	CAGR 23.0% \| Win 64% Sharpe 0.88 \| Sortino 1.44 \| Calmar 1.1 Vol 28% \| MDD -21.5% Months 44M (30%)
MACDhist only	CAGR 14.0% \| Win 64% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 24% \| MDD -34.5% Months 72M (50%)	CAGR 19.9% \| Win 64% Sharpe 0.86 \| Sortino 1.90 \| Calmar 0.9 Vol 25% \| MDD -22.8% Months 73M (50%)